Combining Clonal Selection Algorithm and Gene Expression Programming for Time Series Prediction
Volodymyr I. Lytvynenko, Petro Ivanovich Bidyuk, J.N. Bardachov, Volodymyr Sherstjuk, Andrey A. Fefelov · 2005
Dynamic system identification algorithm is developed using the basic mechanisms of clonal selection and idea of a new evolutionary computing paradigm - gene expression programming. On the basis of the algorithm developed a computer based system is proposed for making decisions relevant to forecasting of single variable and multivariate time series. The results of computing experiments achieved with the system developed show high quality of short and medium period forecasts.